+1,264.0%
QBTS vs M
+100.8%
+1,163.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -4.6% | +22.6% | +19.7% |
| 7D | +0.3% | -4.3% | +4.6% | +1.7% |
| 30D | -29.8% | +1.3% | -31.1% | -30.3% |
| 3M | -45.0% | -7.4% | -37.6% | -43.8% |
| 6M | -55.2% | +18.3% | -73.5% | -58.2% |
| YTD | -59.2% | +7.6% | -66.7% | -61.0% |
| 1Y | -62.4% | +17.4% | -79.8% | -65.6% |
| 3Y | +1,264.0% | +108.4% | +1,155.6% | +761.1% |
| All | +1,264.0% | +100.8% | +1,163.2% | +761.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling